You could try both approaches if you want. Dormant oil could work to smother eggs inserted into the leaf undersides (wait until deciduous plants have more completely shed their leaves so the temperatures are hopefully cooler), and in-season sprays of regular "summer rate" horticultural oil can help smother juveniles when they appear around early May. (Perhaps late April in years with early warm spells.) Azaleas growing in locations that receive too many hours of direct summer sun, which can stress them, can be more vulnerable to lace bug outbreaks. Drought stress might also be a contributing factor. If the plants could use more shade and you have a suitable location to move them, you might want to try transplanting around mid-spring (or just after bloom) next year. Although leaf damage cannot heal (which means that even successful lace bug treatment won't improve the appearance of old leaves), new growth will eventually cover it up, and old leaves do gradually shed each year, so in time the plant's appearance will improve.

Miri

Wow about the leaves not improving. I’d no idea. They get plenty of shade as they’re in the woods. I’m certain they didn’t get enough water even with my irrigation. Could you explain the summer concentration of oil? Do I take horticultural oil and dilute it? Or use Neem and dilute it? I’m confused.
Joan 

The horticultural oil web page we linked to provides more detail (and has a "dilution rates" section), and the label of whatever product you choose will also have dilution instructions, if it's a concentrate and not ready-to-use. Most ready-to-use formulations are the summer rate unless the product label specifically calls it dormant oil. There are many types of oil under the umbrella term of "horticultural oil," and neem is one of them that is popularly used, though any should work.

Miri

THANKYOU. I should have clicked the link before replying.
Joan 

No problem, and you're welcome!